动态系统时变参数的辨识
On the Identification of Time-Varying Parameters in Dynamic Systems
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摘要: 本文给出了跟踪动态系统时变参数的一种简单而有效的算法,引出了多输出系统输出可 分离性的概念,说明在辨识的过程中,在适当条件下,n输出系统可分解成n个一定意义下与 之等效的单输出系统,这种方法将给时变参数的辨识带来方便.本文的结果主要应用于预报 模型的辨识.Abstract: In this paper, a simple and effective estimation method for tracking time-varying parameters in dynamic systems is presented. And the concept of output separability of multiple-output system is introduced. It has been proved that under some conditions the n-output system can be equivalently decomposed into n number generalized single-output systems, thus it is convenient for the identification of time-varying parameters. The method obtained here is quite suitable for dealing with prediction problems.
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